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Writer and Professor Emeritus of Financial Engineering at Columbia University

About Me

BOOK

Brief Hours and Weeks: My Life as a Capetonian

BOOK

Models Behaving Badly

BOOK

The Volatility Smile

BOOK

My Life as a Quant

  • J M Coetzee on my new book, Brief Hours and Weeks

    “Brief Hours and Weeks awakes many memories of Cape Town, the city of Emanuel Derman’s youth and mine, as it was half a century ago.…Continue readingJ M Coetzee on my new book, Brief Hours and Weeks

  • A Short Excerpt From Chapter 9 of “Brief Hours and Weeks”

    CHAPTER 9. THE ISLE OF CAPRI … I do like girls, but all I want is for them to like me back, a lot. Dayenu. In Montagu…Continue readingA Short Excerpt From Chapter 9 of “Brief Hours and Weeks”

  • Summertime: An Excerpt from “Brief Hours and Weeks”

    You love a while and when love goesYou try to hide the tears inside with a cheerful pose.But in the hush of night exactly like…Continue readingSummertime: An Excerpt from “Brief Hours and Weeks”

Emanuel Derman on X